+221.8%
VT vs HUM
+153.9%
+67.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.5% |
| 7D | +2.4% | +3.7% | -1.4% | +1.7% |
| 30D | -1.5% | +5.5% | -7.0% | -2.5% |
| 3M | -4.1% | +17.1% | -21.3% | -7.0% |
| 6M | +0.6% | +48.3% | -47.7% | -6.8% |
| YTD | +11.0% | +77.4% | -66.3% | -1.5% |
| 1Y | +13.3% | +92.6% | -79.2% | -1.3% |
| 3Y | +73.4% | -6.1% | +79.5% | +72.3% |
| 5Y | +57.4% | +6.2% | +51.2% | +46.5% |
| All | +221.8% | +153.9% | +67.9% | +151.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling